CME Canadian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7355 |
0.7348 |
-0.0008 |
-0.1% |
0.7320 |
| High |
0.7363 |
0.7356 |
-0.0007 |
-0.1% |
0.7363 |
| Low |
0.7335 |
0.7333 |
-0.0002 |
0.0% |
0.7308 |
| Close |
0.7350 |
0.7352 |
0.0002 |
0.0% |
0.7352 |
| Range |
0.0028 |
0.0024 |
-0.0005 |
-16.1% |
0.0056 |
| ATR |
0.0035 |
0.0034 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
82,512 |
74,212 |
-8,300 |
-10.1% |
410,475 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7417 |
0.7408 |
0.7364 |
|
| R3 |
0.7394 |
0.7384 |
0.7358 |
|
| R2 |
0.7370 |
0.7370 |
0.7356 |
|
| R1 |
0.7361 |
0.7361 |
0.7354 |
0.7366 |
| PP |
0.7347 |
0.7347 |
0.7347 |
0.7349 |
| S1 |
0.7337 |
0.7337 |
0.7349 |
0.7342 |
| S2 |
0.7323 |
0.7323 |
0.7347 |
|
| S3 |
0.7300 |
0.7314 |
0.7345 |
|
| S4 |
0.7276 |
0.7290 |
0.7339 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7507 |
0.7485 |
0.7382 |
|
| R3 |
0.7452 |
0.7429 |
0.7367 |
|
| R2 |
0.7396 |
0.7396 |
0.7362 |
|
| R1 |
0.7374 |
0.7374 |
0.7357 |
0.7385 |
| PP |
0.7341 |
0.7341 |
0.7341 |
0.7346 |
| S1 |
0.7318 |
0.7318 |
0.7346 |
0.7330 |
| S2 |
0.7285 |
0.7285 |
0.7341 |
|
| S3 |
0.7230 |
0.7263 |
0.7336 |
|
| S4 |
0.7174 |
0.7207 |
0.7321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7363 |
0.7308 |
0.0056 |
0.8% |
0.0028 |
0.4% |
79% |
False |
False |
82,095 |
| 10 |
0.7363 |
0.7271 |
0.0092 |
1.3% |
0.0030 |
0.4% |
88% |
False |
False |
79,487 |
| 20 |
0.7363 |
0.7260 |
0.0103 |
1.4% |
0.0035 |
0.5% |
89% |
False |
False |
86,781 |
| 40 |
0.7428 |
0.7229 |
0.0199 |
2.7% |
0.0037 |
0.5% |
62% |
False |
False |
89,378 |
| 60 |
0.7462 |
0.7229 |
0.0233 |
3.2% |
0.0036 |
0.5% |
53% |
False |
False |
74,178 |
| 80 |
0.7492 |
0.7229 |
0.0263 |
3.6% |
0.0036 |
0.5% |
47% |
False |
False |
55,769 |
| 100 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0036 |
0.5% |
33% |
False |
False |
44,660 |
| 120 |
0.7604 |
0.7229 |
0.0375 |
5.1% |
0.0034 |
0.5% |
33% |
False |
False |
37,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7456 |
|
2.618 |
0.7418 |
|
1.618 |
0.7394 |
|
1.000 |
0.7380 |
|
0.618 |
0.7371 |
|
HIGH |
0.7356 |
|
0.618 |
0.7347 |
|
0.500 |
0.7344 |
|
0.382 |
0.7341 |
|
LOW |
0.7333 |
|
0.618 |
0.7318 |
|
1.000 |
0.7309 |
|
1.618 |
0.7294 |
|
2.618 |
0.7271 |
|
4.250 |
0.7233 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7349 |
0.7349 |
| PP |
0.7347 |
0.7346 |
| S1 |
0.7344 |
0.7344 |
|